Credit Risk Management

Credit Risk Management
Hotel MM UGM, Yogyakarta | 19 – 21 Februari 2014 | Rp.7.500.000 per peserta
Hotel MM UGM, Yogyakarta | 19 – 21 Maret 2014 | Rp.7.500.000 per peserta
Hotel MM UGM, Yogyakarta | 23 – 25 April 2014 | Rp.7.500.000 per peserta
Hotel MM UGM, Yogyakarta | 12 – 14 Mei 2014 | Rp.7.500.000 per peserta
Hotel MM UGM, Yogyakarta | 18 – 20 Juni 2014 | Rp.7.500.000 per peserta

Jadwal Training 2014 Selanjutnya …

 

 

ABSTRACK

Pelatihan ini memfokuskan pada teknik-teknik credit risk management, mempelajari beberapa model dan pendekatan yang telah sering digunakan dalam marketplace.  Pelatihan ini menjelaskan  credit risk management secara keseluruhan dan teknik-tekniknya berdasarkan pada pendekatan metode Value at Risk (VaR). metode VaR ini sangat penting karena telah lama digunakan sebagai acaun dasar bagi penunjang regulasi-regulasi perbankan dan juga sebagai dasar untuk pengembangan pada internal model dari risk analysis, dan kebijakan-kebijakan  capital lainnya

OUTLINE

  • Risk Management & the role of the regulators Regulators
  • An Integrated View of Risk Management
  • The Credit Cycle: Does it exist?
  • The Role of the Credit Rating Agencies
  • Internal Rating Systems Internal Rating Systems
  • Internal Risk Rating Systems
  • Measuring Risk: The Value-at-Risk (VaR) Approach
  • Modern Portfolio Management Techniques – Overview
  • Credit Risk Management – VaR Approach
  • An Options Theoretic Model of Credit Risk
  • A Credit Migration Model of Credit Risk: The Credit Metrics Model
  • An Actuarial Model of Credit Risk: Credit Risk
  • Credit Portfolio Risk Management Techniques
  • Credit Derivatives
  • Operational Risk
  • Integrated Risk Management Revisited
  • Internal Risk Management Organization
  • Credit Portfolio Risk Management and Risk-adjusted Return on Capital

PARTICIPANT

Credit Portfolio Managers, Credit Managers, Risk Managers, Risk Controllers, Credit Risk Modellers, Investment Managers, Asset Managers, Portfolio Managers, Quantitative Analysts, IT Professionals, Regulators

INSTRUCTOR

Dr. Nurrofik, Msi, Akt

 

 

 

TIME AND VENUE

  • Hotel MM UGM Yogyakarta
  • Februari 19-21, 2014
  • Maret 19-21, 2014
  • April 23-25, 2014
  • Mei 12-14, 2014
  • Juni 18-20, 2014
  • Juli 16-18, 2014
  • Agustus 20-22, 2014
  • September 17-19, 2014
  • Oktober 15-17, 2014
  • November 19-21, 2014
  • Desember 17-19 2014
  • 08.00 – 16.00 WIB

 

FEE

Biaya Rp. 7.500.000 per peserta (Non Residential).
FACILITIES
Training Modules, Training Kit, Certificate, Exclusive Souvenir, Dinner & City Tour, Coffee Break & Lunch

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